-23.9%
CPRT vs TXG
+406.9%
-430.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.4% | +1.6% | +4.9% |
| 7D | +12.6% | -19.3% | +31.9% | +13.7% |
| 30D | +18.0% | -30.9% | +48.9% | +20.3% |
| 3M | +11.0% | +41.1% | -30.1% | +6.9% |
| 6M | -2.0% | +211.9% | -213.9% | -13.5% |
| YTD | -16.7% | +314.0% | -330.7% | -28.5% |
| 1Y | -23.9% | +405.4% | -429.3% | -35.2% |
| All | -23.9% | +406.9% | -430.8% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling